+545.3%
HPQ vs NCLH
-40.8%
+586.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.7% |
| 7D | +2.2% | -4.6% | +6.9% | +3.2% |
| 30D | +9.7% | -19.9% | +29.7% | +14.9% |
| 3M | +32.7% | -22.0% | +54.7% | +39.3% |
| 6M | +77.7% | -28.3% | +106.0% | +88.0% |
| YTD | +51.0% | -33.5% | +84.5% | +60.8% |
| 1Y | +18.4% | -41.5% | +59.9% | +29.0% |
| 3Y | +25.6% | -8.9% | +34.5% | +19.7% |
| 5Y | +38.6% | -40.5% | +79.1% | +35.1% |
| 10Y | +226.1% | -57.0% | +283.1% | +187.3% |
| All | +545.3% | -40.8% | +586.2% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling